The 36-year-old midfielder has put pen to paper on a two-year contract valid until June 2028.
Henderson arrives as a free agent after mutually terminating his contract with Brentford. The experienced England international becomes one of several new additions under manager Xabi Alonso as Chelsea look to add leadership and experience to their squad.
Henderson, who captained Liverpool to major honours including the Premier League and Champions League, expressed his excitement at the opportunity to join the Blues.